English

A Radon-Nikodym theorem for monotone measures

Functional Analysis 2023-09-22 v1

Abstract

A version of Radon-Nikodym theorem for the Choquet integral w.r.t. monotone measures is proved. Without any presumptive condition, we obtain a necessary and sufficient condition for the ordered pair (μ,ν)(\mu, \nu) of finite monotone measures to have the so-called Radon-Nikodym property related to a nonnegative measurable function ff. If ν\nu is null-continuous and weakly null-additive, then ff is uniquely determined almost everywhere by ν\nu and thus is called the Radon-Nikodym derivative of μ\mu w.r.t. ν\nu. For σ\sigma-finite monotone measures, a Radon-Nikodym type theorem is also obtained under the assumption that the monotone measures are lower continuous and null-additive.

Keywords

Cite

@article{arxiv.2309.11868,
  title  = {A Radon-Nikodym theorem for monotone measures},
  author = {Yao Ouyang and Jun Li},
  journal= {arXiv preprint arXiv:2309.11868},
  year   = {2023}
}
R2 v1 2026-06-28T12:28:02.187Z